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Financial Derivatives and Risk Management

Course

Description

The concept of Financial Derivatives, which includes options, futures and forwards, is crucial for risk management, speculation, and for arbitrage activities. This course covers the foundational theory in derivatives valuation and risk management from the mathematical modelling point of view. It demonstrates strengths and weaknesses of different models. It also illustrates and exemplifies how valuation models and risk measures are applied in the financial industry.
Course period25/08/25 → …